Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KNOT (Knot, Inc., The) | NA | 19.82% | -0.14% | -14.02% | 35.43% | NA | NA | … | … |
Data as of 06/27/2011, Common starting date is 12/03/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KNOT (Knot, Inc., The) | 12/03/1999 | 06/27/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.53 | 19.82 | -0.14 | -14.02 | 35.43 | NA | NA | … | … | -3.34 | -1.89 | 21.03 | -47.80 | -39.25 | 129.37 | 126.53 | 26.25 | 393.83 | 35.00 | -36.17 | -88.86 | -46.21 |
| Sharpe Ratio | NA | 0.52 | -0.01 | -0.26 | NA | NA | NA | … | … | -0.18 | -0.05 | 0.33 | -0.68 | -0.73 | 2.44 | 2.09 | 0.41 | 4.51 | 0.21 | -0.17 | -0.61 | -1.01 |
| Standard Deviation(%) | NA | 36.86 | 57.68 | 59.14 | NA | NA | NA | … | … | 38.32 | 40.27 | 64.01 | 71.52 | 58.07 | 51.93 | 59.64 | 61.90 | 87.23 | 160.75 | 230.37 | 152.41 | 102.10 |
| Draw Down(%) | NA | 21.33 | 46.63 | 83.02 | 83.02 | NA | NA | … | … | 21.33 | 32.95 | 38.33 | 66.19 | 60.22 | 25.09 | 34.83 | 50.89 | 23.96 | 71.28 | 77.06 | 95.42 | 46.21 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/27/2011, Common starting date is 12/03/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KNOT (Knot, Inc., The) |
-52.50%
Jan 2000 – Jan 2003 |
-11.13%
Apr 2006 – Apr 2011 |
0.76%
Mar 2000 – Mar 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KNOT (Knot, Inc., The) |
181.02%
Jul 2002 – Jul 2005 |
140.16%
Oct 2001 – Oct 2006 |
35.28%
May 2001 – May 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart